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Russell LifePoints Cnsrv Strat E (RCLEX)
On
Dec 1
:
10.03
0.03
(0.30%)
MORE ON RCLEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.39%
Worst 1 Yr Total Return
(2008)
:
-15.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RCLEX
Category
Alpha (against Standard Index)
0.53
-0.86
Beta (against Standard Index)
0.61
0.74
Mean Annual Return
1.94
0.06
R-squared (against Standard Index)
88
86.33
Standard Deviation
8.54
10.51
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.78
N/A
5 Years
Statistic
RCLEX
Category
Alpha (against Standard Index)
-0.96
-1.44
Beta (against Standard Index)
0.58
0.71
Mean Annual Return
3.10
0.26
R-squared (against Standard Index)
85
84.96
Standard Deviation
6.72
8.32
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.13
N/A
10 Years
Statistic
RCLEX
Category
Alpha (against Standard Index)
0.14
-1.02
Beta (against Standard Index)
0.45
0.71
Mean Annual Return
4.02
0.29
R-squared (against Standard Index)
75
78.75
Standard Deviation
5.17
8.01
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.30
N/A
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